In 1989, McKay became the first Black track and field athlete to compete for the New York Athletic Club, which had historically banned Blacks and Jews from membership.[4]

He failed a doping test in 1990 for the banned stimulant phenylpropanolamine. After initially being banned for three months, the ban was overturned on the defense that neither McKay nor the doctor who had prescribed him a flu remedy where aware that the banned substance was contained in the medicine.[5]